Nightmare tag
Sam is terrified about what his powers mean, about his connection to Max. Why was the demon after them, and him specifically? But Dean is keeping him afloat, despite the fact that he's definitely scared shitless too. Sam doesn't know what to do, which is why he's glad that Dean told him that nothing bad will happen to him when he's around.
Ironically, he doesn't know what the future holds but Sam has a feeling this will blow up in their faces soon. It's the story of their life, really, but Dean's will protect him with everything in his arsenal.